-2.5%
DPZ vs ARWR
+103.1%
-105.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.1% | +0.7% |
| 7D | +9.5% | -5.0% | +14.5% | +9.9% |
| 30D | +12.8% | -6.6% | +19.4% | +13.3% |
| 3M | -6.2% | -33.9% | +27.6% | -3.8% |
| 6M | +4.3% | -23.3% | +27.6% | +5.6% |
| YTD | -16.6% | -13.5% | -3.2% | -16.6% |
| 1Y | -12.8% | +42.5% | -55.4% | -16.5% |
| All | -2.5% | +103.1% | -105.6% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling